Introduction to stochastic calculus applied to finance

Author(s)

• Lamberton, Damien
• Lapeyre, Bernard
• Rabeau, Nicolas
• Mantion, Franc̦ois

Bibliographic Information

Introduction to stochastic calculus applied to finance

Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and François Mantion

Chapman & Hall, 1996

Other Title

Introduction au calcul stochastique appliqué à la finance

Note

Includes bibliographical references (p. [179]-182) and index

Details

• NCID: BA2818626X
• ISBN:
  • 0412718006
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: fre
• Place of Publication: London ; Tokyo
• Pages/Volumes: xi, 185 p.
• Size: 25 cm
• Classification:
  • NDC9 : 338.01
  • NDC8 : 338.01
  • DC20 : 332.01515
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis
  • FREE : Finance